Global optimisation of constrained non-convex programs using reformulation and interval analysis

被引:20
作者
Byrne, RP [1 ]
Bogle, IDL [1 ]
机构
[1] Univ London Univ Coll, Dept Chem Engn, London WC1E 7JE, England
关键词
interval global optimisation; constrained non-convex programs; reformulation; interval analysis;
D O I
10.1016/S0098-1354(99)00295-1
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
In this paper the interval global optimisation approach is recast, by reformulation of the global optimisation problem, as a bound constrained linear relaxation, Two new classes of linear under-estimator, derived from the natural extension and mean value forms of interval analysis, respectively, and applicable to any once differentiable function, are introduced. These under-estimators are combined with the interval bounded linear program to create a rigorous global optimisation algorithm for constrained global optimisation. The value of the approach is validated by application to selected test problems from the process engineering and global optimisation literature. The results indicate that the interval LP is more efficient than other interval methods for constrained problems whilst retaining a wide applicability. (C) 1999 Elsevier Science Ltd. All rights reserved.
引用
收藏
页码:1341 / 1350
页数:10
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